Unwatchable? Give me a fucking break. There are TV shows far worse than this.
That's the thing for me. This is still pretty well done noir which is far better than just about anything else on TV so I'm happy.
Am I crazy for thinking something about this season will tie into the last season at all?
No, there are multiple hints. I just think it might be something as simple as the same touchstone phrases used and the same basic themes. Occult, sex, masks, "Carcosa", "The Yellow King", conspiracies of the wealthy and powerful, etc. But very interested to see exactly what happens.
Some of the conclusion of season one had a theme that there would always be evil out there and it couldn't always be beaten or explained. I could see connections being just consistencies in evil that toy with the viewer in their relation to season one. "there's just one story" as Rust says in season one. "Time is a flat circle" etc etc.